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Inforisk.esSIMPLIFYING COMPLEXITY
Ideas for 2014IT for Risk Management
Inforisk.esSIMPLIFYING COMPLEXITY
Existing Investment in Misys KGR/MGR
Cost effective way to achieve goal
Hidden Cost
Solutions
Vision & road map
Inforisk.esSIMPLIFYING COMPLEXITY
Existing Investment in Misys KGR/MGR
KSP/Bond SPDeal attribute enhancement
Re-import of PVS for
performance
Perl Scripts to distribute
across servers
Manual splitting into
sub MRPs
NPV correction
Connection timeout bug
Totals calculations
Strategies import/KIM
Remote Support
Decay factor bug
Time series import
4GB limit issue
MGR
KGR
Inforisk.esSIMPLIFYING COMPLEXITY
2012/2013 Prices Misys compatible databases
2012/2013 Prices misys compatible
databases
“Estimated; will depend on actual bandwidth / IO used"
Inforisk.esSIMPLIFYING COMPLEXITY
Legacy/Leading Edge
High cost of fixing bugs due to being
beta user
High cost of legacy system as vendor ‘milks’
locked in customers
MGRc
Sybase DB
Inforisk.esSIMPLIFYING COMPLEXITY
Deal Flow
Deal InputDeal Input
Deal Manager
Deal Manager
Deal Flow Engine
Deal Flow Engine
Error ScreenError
Screen
K+K+
Flow Monitor
Flow Monitor
DBDB
Trigger sproc
Generatesproc
Deal
Generated Deals
Inforisk.esSIMPLIFYING COMPLEXITY
Deal Flow AlternativeDeal InputDeal Input
Deal Manager
Deal Manager
TradeKastTradeKast
KISKISK+K+
Custom Engine (KIM?)
Custom Engine (KIM?)
DBDB
Trigger sproc
Deal
Generated
Deals
Inforisk.esSIMPLIFYING COMPLEXITY
Deal Flow
Deal Flow AlternativeDeal Flow
+ Slightly simpler architecture+ Slightly quicker to implement+ Error shown in GUI+ Flow monitor in GUI
+Lower cost
Inforisk.esSIMPLIFYING COMPLEXITY
VaR in Spotfire now (SubMRP)
XML
Perl Scripts
Perl Scripts
RisKatcher
RisKatcher
RKRK
RKRK
Perl Scripts KIM
XML CSV
DBDB
sprocsproc
Spotfire
Manual Input +
Workaround strategies
Kondor+Kondor+
Situation Now (More or Less)
KGR
MGR
MGR
Inforisk.esSIMPLIFYING COMPLEXITY
VaR in Spotfire Future
MGRMGRMRPs
XML
Scenario
Grid Manager
RKRK
RKRK
RKRK
In memory Hyper Cube
Drill-down On-demand
Summary
Spotfire
K+K+Recalculate request Intra day
Inforisk.esSIMPLIFYING COMPLEXITY
MRP Breakdown/Reassembly
Scenario
Deals
Requests RKRK
RKRK
RKRK
Deals
PVs
Scenario
Inforisk.esSIMPLIFYING COMPLEXITY
Cineca
MGR
Scenarios
MRPs
Grid Coordinator
In memory Hypercube Spotfire
Server Farm
Sybase / MS SQL
Sybase / MS SQL
Sybase / MS SQL
($) ($) ($)
Inforisk.esSIMPLIFYING COMPLEXITY
Cineca
MGR
Scenarios
MRPs
Grid Coordinator
In memory Hypercube Spotfire
Server Farm
MS SQL
server
cloud ??
Inforisk.esSIMPLIFYING COMPLEXITY
Cineca
MGR
Scenarios
MRPs
Grid Coordinator
In memory Hypercube Spotfire
Server Farm
Inforisk.esSIMPLIFYING COMPLEXITY
Grid Coordinator + In Memory Hypercube
Advantages+ Quicker – Better Performance+ Simpler – Less maintenance+ Less configuration /reconfiguration+ More cost effective+ Applicable to Cineca+ Intra day recalculation possible+ Scalable + No Legacy costs+ PVs calculate once for RF & Totals
Inforisk.esSIMPLIFYING COMPLEXITY
Inforisk.es for software Development
Reasons Why?+ Low overheads – no debt to service+ Experience in scalable, 24/7, secure (c.c.)+ Experience in massively parallel distributed
computing+ World class developers in Poland + KIM/EM ID installed at Unipol now+ Customers - DB, Nomura, CSFB, CG, Reuters, + CRs implemented quickly
Inforisk.esSIMPLIFYING COMPLEXITY
Action Request
+Grid Coordinator+In Memory Hypercube (Rk/Spotfire)+Deal Generator
Proposal with specifications and roadmaps
Inforisk.esSIMPLIFYING COMPLEXITY
Grazie
Thank You
Gracias
Inforisk.esSIMPLIFYING COMPLEXITY
Linux Advantages
+GPU for CVA calculations performance+Compatible with Cineca+Future proof+Runs on existing hardware
Inforisk.esSIMPLIFYING COMPLEXITY
The Future
+ Less RDBMS+ More in memory+ Processing+ Memory
Inforisk.esSIMPLIFYING COMPLEXITY
Single Server vs Distributed Computing
Single Server Memory to 4TB Processors to 96+ No comms delay+ Resource contention in h/w+ No sync issues
Distributed Computing+Memory unlimited+Processors unlimited - Comms delays can outweigh advantages - Syncing state - Resource contention
Better for aggregations/analysis Better for calculations MapReduce
(Possible scaling across servers by 1 hypercube/day)